Application of magnesium alloy is restricted by its bad formability and low corrosion resistance. In order to resolve these problems, rolling-bonding has been tried as a new method. Pre-heating, rolling and annealing were used in the process of bonding, and aluminum cladding magnesium alloys obtained. The effects of many parameters in the processes of pre-heating, rolling and heat-treatment on bonding strength have been analyzed, and the mechanism of rolling-bonding been studied. It was found that intermediate phase played an important role in the bonding. Good bonding of aluminum cladding magnesium alloys achieved after annealing at 200oC for 1 hour.